Nonparametric hierarchical Bayes via sequential imputations

DOI10.1214/AOS/1032526949MaRDI QIDQ1816964zbMATH OpenOpenAlexFDO

Authors Jun S. Liu

Publication date 5 February 1998

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1032526949

zbMATH Keywords

sensitivity analysisGibbs samplerimportance samplingDirichlet processempirical Bayes estimationmaximum likelihood estimatePolya urnindirect binomial datalog-likelihood surface

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Empirical decision procedures; empirical Bayes procedures (62C12)

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